Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47309.02 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45911.0 Kr¶

PnL: ---------------------------------------> -977.57 Kr¶

DD now: ---------------------------------> -2.716 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:02:20.455496'

Anic Portfolio¶

Today¶

Return: -0.459 %¶

This Week¶

Return: -0.459 %¶

Total¶

Return: 54.878 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.110000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 -1.120000 2779.000000 143.000000 5.420000 2636.000010
HMS Networks 2 -0.560000 775.600000 102.600000 15.250000 673.000000
Nordea Bank Abp 29 -0.170000 3509.000000 55.000000 1.590000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 -0.930000 404.600000 49.600000 13.970000 355.000000
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Resurs Holding 22 -0.540000 606.760000 32.760000 5.710000 573.999998
Corem Property Group B 59 -0.870000 608.290000 31.290000 5.420000 576.999999
Swedbank A 3 -0.360000 587.250000 23.250000 4.120000 564.000000
AcadeMedia 12 0.000000 579.360000 22.360000 4.010000 557.000004
Intrum 4 -0.440000 545.600000 18.600000 3.530000 527.000000
OEM International B 7 -0.260000 546.000000 18.000000 3.410000 527.999997
SAAB B 8 -0.820000 3392.000000 15.000000 0.440000 3377.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 -0.510000 557.120000 14.120000 2.600000 543.000000
Securitas B 6 -1.020000 582.000000 12.000000 2.110000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -0.280000 256.320000 10.320000 4.200000 246.000000
Creaspac SPAC 6 0.000000 581.400000 4.400000 0.760000 577.000002
Karnov Group 9 -1.160000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -1.410000 533.200000 1.200000 0.230000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 556.500000 -5.500000 -0.980000 562.000005
Boozt 12 -1.440000 1646.400000 -7.600000 -0.460000 1653.999996
Midsona B 63 1.220000 574.560000 -8.440000 -1.450000 582.999984
Handelsbanken A 5 -0.600000 537.000000 -9.000000 -1.650000 546.000000
CTEK 13 -0.510000 507.000000 -27.000000 -5.060000 533.999999
International Petroleum Corp. 5 -1.220000 567.000000 -27.570000 -4.640000 594.565215
Essity B 2 0.260000 535.800000 -38.200000 -6.660000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 0.000000 1074.000000 -75.000000 -6.530000 1149.000000
Sampo Oyj SDB 7 -0.650000 3755.500000 -94.500000 -2.450000 3850.000000
Fasadgruppen Group 35 0.570000 3710.000000 -101.000000 -2.650000 3810.999990
OX2 18 -1.120000 1429.200000 -234.800000 -14.110000 1663.999992
Beijer Electronics Group 26 -1.680000 2735.200000 -235.800000 -7.940000 2971.000006
Axfood 13 0.260000 3476.200000 -279.800000 -7.450000 3756.000001
Ovzon 52 0.370000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45911.000000 -977.570000 -2.71617% 46888.564618

Updated:¶

'2023-01-30 09:02:34.501384'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶